For our empirical analysis, we choose the Mann-Whitney statistic [1]} as our measure \( \mathcal {F}\) . The null hypothesis \(\mathcal {H}_0 \)  for our setting here is that the two windows (reference and sliding) come from the same distribution. We hope to reject \(\mathcal {H}_0\)  in favour of the alternate hypothesis \(\mathcal {H}_1 \)  at a significance level of 0.05 whenever the inputs show large distribution shifts and hence the predictions should be mistrusted.
This approach (as in [2]}) assumes the data points are generated sequentially by some underlying probability distribution, but otherwise makes no assumptions on the nature of the generating distribution nor does it assume the samples are identically distributed.
